Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,71% | 0,99 CHF | 1,00 CHF | 91 000 | 91 000 | 40 580 | 40 580 | 41 722 CHF | 42 336 CHF | 99,90% | 99,90% |
19/11/2024 | 1,83% | 0,97 CHF | 0,98 CHF | 92 000 | 92 000 | 40 988 | 40 988 | 39 965 CHF | 40 586 CHF | 100,00% | 100,00% |
18/11/2024 | 1,82% | 1,00 CHF | 1,01 CHF | 91 000 | 91 000 | 40 849 | 40 849 | 40 036 CHF | 40 655 CHF | 99,90% | 99,90% |
15/11/2024 | 1,73% | 0,97 CHF | 0,98 CHF | 91 000 | 91 000 | 40 558 | 40 558 | 41 201 CHF | 41 815 CHF | 99,90% | 99,90% |
14/11/2024 | 1,63% | 1,06 CHF | 1,07 CHF | 90 000 | 90 000 | 40 338 | 40 338 | 43 498 CHF | 44 110 CHF | 100,00% | 100,00% |
13/11/2024 | 1,63% | 1,08 CHF | 1,09 CHF | 90 000 | 90 000 | 40 404 | 40 404 | 44 019 CHF | 44 632 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 1,12 CHF | 1,13 CHF | 89 000 | 89 000 | 40 195 | 40 195 | 45 191 CHF | 45 801 CHF | 99,85% | 99,85% |
11/11/2024 | 1,54% | 1,13 CHF | 1,14 CHF | 89 000 | 89 000 | 40 056 | 40 056 | 46 180 CHF | 46 789 CHF | 99,61% | 99,61% |
08/11/2024 | 1,56% | 1,16 CHF | 1,17 CHF | 89 000 | 89 000 | 40 243 | 40 243 | 46 302 CHF | 46 912 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 1,14 CHF | 1,15 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 46 552 CHF | 47 163 CHF | 99,89% | 99,89% |